+230.9%
WM vs CLBK
+59.4%
+171.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +13.1% | +2.9% | +10.2% | +12.6% |
| 3M | +3.6% | +3.0% | +0.7% | +3.0% |
| 6M | +8.1% | +27.3% | -19.2% | +3.5% |
| YTD | +8.9% | +58.0% | -49.1% | +0.2% |
| 1Y | +20.3% | +62.4% | -42.1% | +10.1% |
| 3Y | +46.2% | +46.9% | -0.8% | +33.0% |
| 5Y | +59.9% | +25.3% | +34.6% | +45.7% |
| All | +230.9% | +59.4% | +171.5% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling